+584.0%
HON vs INSM
-20.5%
+604.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.3% |
| 7D | -2.6% | +0.5% | -3.1% | -2.6% |
| 30D | -11.9% | -4.0% | -7.9% | -11.7% |
| 3M | -6.1% | +38.5% | -44.6% | -7.8% |
| 6M | -19.2% | -11.5% | -7.7% | -19.2% |
| YTD | +0.2% | -26.9% | +27.0% | +0.9% |
| 1Y | -1.5% | -12.8% | +11.3% | -1.7% |
| 3Y | +17.9% | +384.7% | -366.7% | +6.1% |
| 5Y | +1.9% | +368.8% | -366.9% | -9.2% |
| 10Y | +135.2% | +865.7% | -730.5% | +94.3% |
| All | +584.0% | -20.5% | +604.4% | +371.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling